+5,397.9%
ANET vs NTAP
+578.8%
+4,819.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -1.3% | -1.0% | -0.3% | -0.8% |
| 30D | -4.5% | -7.5% | +3.0% | -0.5% |
| 3M | +24.5% | +14.6% | +9.9% | +15.6% |
| 6M | +35.4% | +91.0% | -55.6% | -6.4% |
| YTD | +44.2% | +73.7% | -29.5% | +4.2% |
| 1Y | +25.4% | +51.2% | -25.8% | -2.7% |
| 3Y | +284.8% | +146.1% | +138.6% | +128.1% |
| 5Y | +761.7% | +122.8% | +638.8% | +432.4% |
| 10Y | +3,691.2% | +585.5% | +3,105.7% | +1,157.6% |
| All | +5,397.9% | +578.8% | +4,819.1% | +1,692.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling